A Comprehensive Input Format for Stochastic Linear Programs.
Horand I. GassmannE. SchweitzerPublished in: Ann. Oper. Res. (2001)
Keyphrases
- linear program
- stochastic programming
- linear programming
- semi infinite
- simplex method
- stage stochastic programs
- interior point methods
- optimal solution
- primal dual
- objective function
- multistage stochastic
- np hard
- column generation
- linear programming problems
- dynamic programming
- extreme points
- integer program
- linear inequalities
- simplex algorithm
- mixed integer linear program
- metadata
- interior point
- genetic algorithm
- multistage
- optimization algorithm